+78.2%
HBAN vs FLR
+54.2%
+24.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -1.0% | -3.5% | +2.5% | -0.2% |
| 30D | -5.6% | +4.2% | -9.8% | -6.6% |
| 3M | -1.1% | +8.1% | -9.2% | -4.0% |
| 6M | +9.9% | +21.5% | -11.6% | +2.4% |
| YTD | -0.9% | +36.8% | -37.7% | -10.9% |
| 1Y | -1.4% | +31.2% | -32.6% | -11.0% |
| 3Y | +78.2% | +53.9% | +24.3% | +33.9% |
| All | +78.2% | +54.2% | +24.0% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling